+58.7%
T vs TEM
+53.2%
+5.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -1.8% |
| 7D | -3.1% | -1.1% | -2.0% | -3.1% |
| 30D | +4.6% | +11.3% | -6.7% | +4.7% |
| 3M | +12.2% | +25.5% | -13.3% | +12.6% |
| 6M | -6.5% | +17.1% | -23.6% | -6.1% |
| YTD | +4.9% | +3.8% | +1.1% | +5.2% |
| 1Y | -10.5% | -24.4% | +13.9% | -10.1% |
| All | +58.7% | +53.2% | +5.5% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling